金融机构风险事件后应急恢复策略研究  

Research on the Strategy for Emergency Recovery Strategy after Risk Events in Financial Institutions

作　　者：龚其国 管月叶 GONG Qiguo;GUAN Yueye(School of Economics and Management,University of Chinese Academy of Sciences,Beijing 100190)

机构地区：[1]中国科学院大学经济与管理学院,北京100190

出　　处：《科技促进发展》2021年第9期1682-1688,共7页Science & Technology for Development

基　　金：2012年国家自然科学基金委员会重大项目(71932002):面向零供关系改善的零售商主导型供应链运作优化策略研究,负责人姓名:田歆。

摘　　要：考虑到金融服务系统故障等风险事件的产生会影响金融服务机构的业务连续性,对相关经济系统产生负面影响,机构必须及时采取应急恢复措施加以应对,本研究在考虑金融服务系统特征的前提下,提出了内生恢复努力投资、外部能力援助、保险购买3类恢复措施,研究了金融机构的风险事件后最优恢复策略投资问题;通过构建模型并求解的方式得出了每种措施的最优投资额,并分析了外部能力援助和保险购买对内生恢复的影响。研究结果表明,外部能力援助对内生恢复努力有抑制作用;风险发生概率高于保费费率时机构才会投保,保险购买可促进内生恢复努力投资。Considering that the occurrence of risk events in finacial service such as system failure will affect the business continuity of financial service institutions and have a negative impact on the relevant economic systems so institutions must take emergency recovery measures to deal with them in time,this study put forward three kinds of feasible recovery measures of endogenous recovery effort investment,external capacity assistance and prior insurance purchase on the premise of considering the characteristics of the financial system,and investigated the decision-making problem of recovery measures after risk events in financial service system,obtained the optimal investment of each measure by constructing and solving the optimization model,and analyzed the influence of external capability assistance and insurance purchase on the recovery of internal health.The results show that external capacity assistance has a inhibitory effect on endogenous recovery efforts,and when the probability of risk occurrence is higher than the premium rate,the institution will insure,and the insurance purchase can promote the investment of endogenous recovery efforts.

关 键 词：金融服务系统 应急恢复 外部援助 保险购买 

分 类 号：F832.3[经济管理—金融学] F272.3